Sur certaines martingales de Benoit Mandelbrot

DOI10.1016/0001-8708(76)90151-1zbMATH Open0349.60051OpenAlexW1964486846MaRDI QIDQ1234957FDOQ1234957

Authors: Jean-Pierre Kahane, Jacques Peyrière

Publication date: 1976

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0001-8708(76)90151-1

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)

Cited In (only showing first 100 items - show all)

Estimating the scaling function of multifractal measures and multifractal random walks using ratios
Multifractal analysis in a mixed asymptotic framework
Exact dimensionality and projections of random self-similar measures and sets
Connectivity properties of Mandelbrot's percolation process
Hausdorff and packing spectra, large deviations, and free energy for branching random walks in \({\mathbb{R}^d}\)
A cascade decomposition theory with applications to Markov and exchangeable cascades
A singular random measure generated by splitting [0, 1]
Combining multifractal additive and multiplicative chaos
Generalized potlatch and smoothing processes
Gaussian multiplicative chaos and KPZ duality
Critical Mandelbrot cascades
Random conformal weldings
Pólya tree posterior distributions on densities
Critical Gaussian multiplicative chaos: convergence of the derivative martingale
Gaussian multiplicative chaos and applications: a review
Basic properties of critical lognormal multiplicative chaos
Asymptotic properties and absolute continuity of laws stable by random weighted mean.
Multifractal analysis of complex random cascades
Almost sure convergence for stochastically biased random walks on trees
Analytical and numerical solutions of a one-dimensional fractional-in-space diffusion equation in a composite medium
On the length of the shortest crossing in the super-critical phase of Mandelbrot's percolation process
Independent random cascades on Galton-Watson trees
Fixed points of the smoothing transformation
Large deviations for multiplicative chaos
\(L^p\)-variations for multifractal fractional random walks
A probabilistic analysis of some tree algorithms
Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment
Directed polymers on hierarchical lattices with site disorder
Heavy tailed solutions of multivariate smoothing transforms
An introduction to Mandelbrot cascades
Limiting laws of supercritical branching random walks
NEW INSIGHTS INTO THE ESTIMATION OF SCALING EXPONENTS
Statistical estimation for multiplicative cascades.
The Seneta-Heyde scaling for the branching random walk
On the multifractal analysis of the branching random walk in \(\mathbb R^d\)
The exact Hausdorff dimension of a branching set
Seneta-Heyde norming in the branching random walk
MULTIFRACTAL STRUCTURE OF NON-COMPACTLY SUPPORTED INFINITE MEASURES
Exact asymptotics of the freezing transition of a logarithmically correlated random energy model
Implicit renewal theory and power tails on trees
Multifractal analysis of infinite products of stationary jump processes
Local fluctuations of critical Mandelbrot cascades
On a functional equation generalizing the class of semistable distributions
Dynamics of Mandelbrot cascades
The singularity spectrum of Lévy processes in multifractal time
High values of disorder-generated multifractals and logarithmically correlated processes
Moments for multidimensional Mandelbrot cascades
On exact scaling log-infinitely divisible cascades
On generalized multiplicative cascades
Multifractal decomposition of the Sierpiński carpet.
KPZ in one dimensional random geometry of multiplicative cascades
Second order properties of distribution tails and estimation of tail exponents in random difference equations
Directed polymers in random environment are diffusive at weak disorder
On the effect of selection in genetic algorithms
KPZ formula derived from Liouville heat kernel
The graph and range singularity spectra of \(b\)-adic independent cascade functions
Intersection-equivalence of Brownian paths and certain branching processes
Tree polymers in the infinite volume limit at critical strong disorder
Fractional Generalized Random Fields of Variable Order
Asymptotics for the survival probability in a killed branching random walk
Inverse measures, the inversion formula, and discontinuous multifractals
Fixed points with finite variance of a smoothing transformation.
Minimal supporting subtrees for the free energy of polymers on disordered trees
Maximal displacement of a branching random walk in time-inhomogeneous environment
Random cascades on wavelet dyadic trees
Continuous cascade models for asset returns
Convergence of complex multiplicative cascades
On the estimation of the large deviations spectrum
Towards zeta functions and complex dimensions of multifractals
On Max-Multiscaling Distributions as Extended Max-Semistable Ones
Scaling exponents and multifractal dimensions for independent random cascades
Branching random walk with trapping zones
Fractional multiplicative processes
Total progeny in killed branching random walk
Convergence of the structure function of a multifractal random walk in a mixed asymptotic setting
Implicit renewal theorem for trees with general weights
The multifractal nature of turbulent energy dissipation
On multidimensional Mandelbrot cascades
Levy multiplicative chaos and star scale invariant random measures
Weak convergence for the minimal position in a branching random walk: a simple proof
The glassy phase of complex branching Brownian motion
Weighted moments for the limit of a normalized supercritical Galton-Watson process
Fractal percolation is unrectifiable
Log-normal continuous cascade model of asset returns: aggregation properties and estimation
Multifractal formalisms: Boxed versus centered intervals
On a symmetry of turbulence
Noncommutative probability and multiplicative cascades
Convergence of two-dimensional branching recursions
Multiperiodic multifractal martingale measures.
Limit theorems for Mandelbrot's multiplicative cascades.
A note on branching Lévy processes
Inversion formula for continuous multifractals
Exact packing measure on a Galton-Watson tree
Product formalisms for measures on spaces with binary tree structures: representation, visualization, and multiscale noise
Critical Liouville measure as a limit of subcritical measures
Diffusion on multifractals
Nonparametric reconstruction of a multifractal function from noisy data
Diffusions of multiplicative cascades
The near-critical Gibbs measure of the branching random walk
Different aspects of a random fragmentation model

This page was built for publication: Sur certaines martingales de Benoit Mandelbrot

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1234957)